Hello Roger Newson
Thanks for your message on parmest. I have Stata 7. I downloaded the
parmest file from your website, but it seems to be an ado file. So I guess
there's no way for me to type in the parmest command from the interactive
mode in Stata, using the options such as escal emac and avec? I have to
run the ado file for stata to create a dataset with not only the
parameters etc but also other tests? I looked in the stata search for
parmest, and among the options listed were not the options escal, emac and
avec.

then you will find that there is a -parmby- output data set in the memory,
containing extra variables named es_1 to es_6, which contain the estimation
results e(N), e(ll_0), e(ll), e(df_m), e(chi2) and e(r2_p), respectively.
For more information on estimation results in general, see the online help
for -estimates-. For a guide to estimation results for -logit-, read the
Reference manual under -[R] logit-.